0001145549-11-007058.txt : 20110829 0001145549-11-007058.hdr.sgml : 20110829 20110707142606 ACCESSION NUMBER: 0001145549-11-007058 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110707 FILER: COMPANY DATA: COMPANY CONFORMED NAME: COLLEGE RETIREMENT EQUITIES FUND CENTRAL INDEX KEY: 0000777535 IRS NUMBER: 136022042 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-04415 FILM NUMBER: 11956010 BUSINESS ADDRESS: STREET 1: 730 THIRD AVE CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 2129164905 MAIL ADDRESS: STREET 1: 730 THIRD AVE CITY: NEW YORK STATE: NY ZIP: 10017 0000777535 S000005087 Money Market Account C000013874 Retirement Annuity N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2011-06-30 0000777535 S000005087 1 N N N N 033-00480 TIAA-CREF Investment Management, LLC 801-38029 PricewaterhouseCoopers LLP Boston MA N N Y Prime 54 63 11948246496.25 3362439.61 755092.17 11950853843.69 0.0015 25.5358 2011-06-30 25.5358 2011-06-30 C000013874 1.00 11950853843.69 25.53 120705377.00 293058835.00 172353458.00 0.0000 25.5358 2011-06-30 25.5358 2011-06-30 Abbott Laboratories Abbott Laboratories 0.165000% 00282DUC2 Other Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 26900000.00 26898643.79 0.0023 N 26899462.00 26899462.00 Abbott Laboratories Abbott Laboratories 0.160000% 00282DUC2 Other Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 10000000.00 9999511.11 0.0008 N 9999800.00 9999800.00 Abbott Laboratories Abbott Laboratories 0.160000% 00282DUJ7 Other Commercial Paper N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 33000000.00 32997506.66 0.0028 N 32999010.00 32999010.00 Abbott Laboratories Abbott Laboratories 0.120000% 00282DUS7 Other Commercial Paper N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N N 30000000.00 29997500.00 0.0025 N 29998701.00 29998701.00 Abbott Laboratories Abbott Laboratories 0.110000% 00282DV15 Other Commercial Paper N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 7600000.00 7599280.11 0.0006 N 7599574.40 7599574.40 Abbott Laboratories Abbott Laboratories 0.140000% 00282DV15 Other Commercial Paper N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 4740000.00 4739428.57 0.0004 N 4739734.56 4739734.56 Abbott Laboratories Abbott Laboratories 0.120000% 00282DVP2 Other Commercial Paper N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N N 13440000.00 13437625.60 0.0011 N 13438387.20 13438387.20 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.330000% 05253CVA1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N N 7300000.00 7297323.33 0.0006 N 7299376.58 7299376.58 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.165000% 05253CW28 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 10000000.00 9997112.50 0.0008 N 9998524.00 9998524.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.305000% 05253CW77 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 40000000.00 39976955.56 0.0033 N 39993408.00 39993408.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.235000% 05253CYP5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-23 2011-11-23 N N N 4440000.00 4435797.42 0.0004 N 4437533.14 4437533.14 Bank of Montreal Bank of Montreal 0.120000% 06366U5G9 Certificate of Deposit N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N N 30000000.00 30000000.00 0.0025 N 29999709.00 29999709.00 Bank of Montreal Bank of Montreal 0.120000% 06366UX45 Certificate of Deposit N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 50000000.00 50000000.00 0.0042 N 50000000.50 50000000.50 Bank of Montreal Bank of Montreal 0.150000% 06367KVN6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N N 30000000.00 29993500.00 0.0025 N 29990946.00 29990946.00 Bank of Nova Scotia Bank of Nova Scotia 0.195000% 06416KU81 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N N 20000000.00 19999241.67 0.0017 N 19999734.00 19999734.00 Bank of Nova Scotia Bank of Nova Scotia 0.100000% 06416KUS7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N N 10000000.00 9999305.55 0.0008 N 9999567.00 9999567.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06416KUV0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-29 2011-07-29 N N N 15000000.00 14997900.00 0.0013 N 14999275.50 14999275.50 Bank of Nova Scotia Bank of Nova Scotia 0.150000% 06416KV98 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N N 5000000.00 4999187.50 0.0004 N 4999594.50 4999594.50 Bank of Nova Scotia Bank of Nova Scotia 0.125000% 06416KVG2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-16 2011-08-16 N N N 38585000.00 38578837.11 0.0032 N 38580971.73 38580971.73 Bank of Nova Scotia Bank of Nova Scotia 0.140000% 06416KVV9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-29 2011-08-29 N N N 10000000.00 9997705.55 0.0008 N 9998667.00 9998667.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06416KW22 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 10620000.00 10616654.70 0.0009 N 10618432.49 10618432.49 Bank of Nova Scotia Bank of Nova Scotia 0.165000% 06416KWS5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 20000000.00 19992025.00 0.0017 N 19995160.00 19995160.00 Bank of Nova Scotia Bank of Nova Scotia 0.190000% 06417D3M5 Certificate of Deposit N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 20000000.00 20000000.00 0.0017 N 20000354.20 20000354.20 Bank of Nova Scotia Bank of Nova Scotia 0.160000% 06417D5P6 Certificate of Deposit N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 20000000.00 20000000.00 0.0017 N 19999100.00 19999100.00 Bank of Nova Scotia Bank of Nova Scotia 0.200000% 06417DT21 Certificate of Deposit N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N N 30000000.00 30000000.00 0.0025 N 30001107.30 30001107.30 Bank of Nova Scotia Bank of Nova Scotia 0.190000% 06417DU94 Certificate of Deposit N First Tier Security N/A N/A 2011-07-28 2011-07-28 N N N 50000000.00 50000000.00 0.0042 N 50002330.50 50002330.50 Bank of Nova Scotia Bank of Nova Scotia 0.200000% 06417DY33 Certificate of Deposit N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 50000000.00 50000000.00 0.0042 N 50002995.50 50002995.50 Barclays Bank PLC Barclays Bank PLC 0.410000% 06740MZH9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-13 2011-12-13 N N N 25000000.00 25000000.00 0.0021 N 25002267.75 25002267.75 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp. 0.270000% 06737JU52 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 22455000.00 22454326.35 0.0019 N 22454719.31 22454719.31 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp. 0.270000% 06737JUM5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N N 40000000.00 39994000.00 0.0033 N 39997200.00 39997200.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp. 0.260000% 06737JUR4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N N 10000000.00 9998266.67 0.0008 N 9999104.00 9999104.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp. 0.235000% 06737JWC5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N N 25000000.00 24988086.81 0.0021 N 24989772.50 24989772.50 BNP Paribas BNP Paribas 0.350000% 0556M56N0 Certificate of Deposit N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 14985000.00 14985473.06 0.0013 N 14987268.88 14987268.88 BNP Paribas BNP Paribas 0.330000% 0556M56T7 Certificate of Deposit N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N N 30000000.00 30000000.00 0.0025 N 30003495.30 30003495.30 BNP Paribas BNP Paribas 0.470000% 05572WAV8 Certificate of Deposit N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 10000000.00 10001702.29 0.0008 N 10004462.10 10004462.10 BNP Paribas BNP Paribas 0.310000% 05572WBK1 Certificate of Deposit N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 50000000.00 50000000.00 0.0042 N 50005235.50 50005235.50 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc. 0.270000% 0556N1U50 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 7000000.00 6999790.00 0.0006 N 6999912.50 6999912.50 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc. 0.305000% 0556N1VK6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-19 2011-08-19 N N N 23340000.00 23330310.66 0.0020 N 23334391.40 23334391.40 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc. 0.250000% 0556N1WK5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 18000000.00 17990000.00 0.0015 N 17991576.00 17991576.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc. 0.240000% 0556N1WP4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-23 2011-09-23 N N N 20000000.00 19988800.00 0.0017 N 19989942.00 19989942.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc. 0.230000% 0556N1X32 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 25000000.00 24984986.11 0.0021 N 24985287.50 24985287.50 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.240000% 13606XX37 Certificate of Deposit N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N N 30000000.00 30000000.00 0.0025 N 30003207.30 30003207.30 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.200000% 19121BU64 Other Commercial Paper N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 26175000.00 26174272.91 0.0022 N 26174607.38 26174607.38 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.200000% 19121BUK3 Other Commercial Paper N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N N 25000000.00 24997500.00 0.0021 N 24998812.50 24998812.50 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.195000% 19121BUL1 Other Commercial Paper N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N N 22055000.00 22052730.17 0.0018 N 22053897.25 22053897.25 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.240000% 19121BV30 Other Commercial Paper N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 25410000.00 25404409.80 0.0021 N 25407720.72 25407720.72 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.245000% 19121BV30 Other Commercial Paper N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 20610000.00 20605371.34 0.0017 N 20608151.28 20608151.28 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.170000% 19121BVN6 Other Commercial Paper N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N N 25000000.00 24993861.11 0.0021 N 24995952.50 24995952.50 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.160000% 19121BVN6 Other Commercial Paper N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N N 11000000.00 10997457.78 0.0009 N 10998219.10 10998219.10 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.135000% 19121BVP1 Other Commercial Paper N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N N 4422000.00 4421121.13 0.0004 N 4421270.37 4421270.37 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.140000% 19121BVP1 Other Commercial Paper N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N N 3971000.00 3970181.53 0.0003 N 3970344.79 3970344.79 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.215000% 19121BVQ9 Other Commercial Paper N First Tier Security N/A N/A 2011-08-24 2011-08-24 N N N 16000000.00 15994840.00 0.0013 N 15997310.40 15997310.40 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.130000% 19121BVS5 Other Commercial Paper N First Tier Security N/A N/A 2011-08-26 2011-08-26 N N N 10000000.00 9997977.78 0.0008 N 9998258.00 9998258.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.120000% 19121BVW6 Other Commercial Paper N First Tier Security N/A N/A 2011-08-30 2011-08-30 N N N 8750000.00 8748250.00 0.0007 N 8748354.13 8748354.13 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.140000% 19121BW70 Other Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 15000000.00 14996033.34 0.0013 N 14996665.50 14996665.50 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.155000% 19121BW96 Other Commercial Paper N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 5216000.00 5214427.96 0.0004 N 5214796.67 5214796.67 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.130000% 19121BWE5 Other Commercial Paper N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 15795000.00 15790722.19 0.0013 N 15790965.96 15790965.96 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.160000% 19121BWG0 Other Commercial Paper N First Tier Security N/A N/A 2011-09-16 2011-09-16 N N N 20000000.00 19993155.56 0.0017 N 19994714.00 19994714.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.155000% 19121BWL9 Other Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N N 20000000.00 19993025.00 0.0017 N 19994306.00 19994306.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.160000% 19121BWL9 Other Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N N 20000000.00 19992800.00 0.0017 N 19994306.00 19994306.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.150000% 19121BWL9 Other Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N N 5200000.00 5198245.00 0.0004 N 5198519.56 5198519.56 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.180000% 19121BY37 Other Commercial Paper N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N N 4770000.00 4767018.75 0.0004 N 4767428.97 4767428.97 Colgate-Palmolive Co. Colgate-Palmolive Co. 0.070000% 19416FU77 Other Commercial Paper N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 7700000.00 7699910.17 0.0006 N 7699909.91 7699909.91 Colgate-Palmolive Co. Colgate-Palmolive Co. 0.060000% 19416FUM4 Other Commercial Paper N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N N 10000000.00 9999666.67 0.0008 N 9999650.00 9999650.00 Colgate-Palmolive Co. Colgate-Palmolive Co. 0.080000% 19416FUN2 Other Commercial Paper N First Tier Security N/A N/A 2011-07-22 2011-07-22 N N N 7165000.00 7164665.64 0.0006 N 7164737.04 7164737.04 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.150000% 20272EU55 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 2100000.00 2099965.00 0.0002 N 2099964.93 2099964.93 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.205000% 20272EUC0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 15000000.00 14999060.42 0.0013 N 14999428.50 14999428.50 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.150000% 20272EV88 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 25000000.00 24996041.67 0.0021 N 24996695.00 24996695.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.190000% 20272EVJ4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-18 2011-08-18 N N N 25000000.00 24993666.67 0.0021 N 24995382.50 24995382.50 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.170000% 20272EVR6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 48700000.00 48687351.52 0.0041 N 48689066.85 48689066.85 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.180000% 20272EVR6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 40000000.00 39989000.00 0.0033 N 39991020.00 39991020.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.160000% 20272EVR6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 1000000.00 999755.55 0.0001 N 999775.50 999775.50 Credit Agricole North America, Inc. Credit Agricole North America, Inc. 0.180000% 22532CU10 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 30000000.00 30000000.00 0.0025 N 29999925.00 29999925.00 Credit Agricole North America, Inc. Credit Agricole North America, Inc. 0.245000% 22532CUE2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 25000000.00 24997788.19 0.0021 N 24998950.00 24998950.00 Credit Agricole North America, Inc. Credit Agricole North America, Inc. 0.240000% 22532CUT9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 20000000.00 19996533.33 0.0017 N 19998006.00 19998006.00 Deutsche Bank AG Deutsche Bank AG 0.200000% 25154T3C9 Certificate of Deposit N First Tier Security N/A N/A 2011-08-18 2011-08-18 N N N 50000000.00 50000000.00 0.0042 N 50003400.50 50003400.50 Deutsche Bank AG Deutsche Bank AG 0.310000% 25154TV46 Certificate of Deposit N First Tier Security N/A N/A 2011-08-11 2011-08-11 N N N 50000000.00 50000000.00 0.0042 N 50009325.50 50009325.50 Deutsche Bank Financial LLC Deutsche Bank Financial LLC 0.230000% 25153KU88 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N N 20000000.00 19999105.55 0.0017 N 19999454.00 19999454.00 Deutsche Bank Financial LLC Deutsche Bank Financial LLC 0.210000% 25153KUN5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-22 2011-07-22 N N N 30000000.00 29996325.00 0.0025 N 29997213.00 29997213.00 Fairway Finance Corp. Fairway Finance Corp. 0.130000% 30601WU80 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-08 2011-07-08 N Y Bank of Montreal N/A N/A N 24655000.00 24654376.78 0.0021 N 24654270.21 24654270.21 Fairway Finance Corp. Fairway Finance Corp. 0.160000% 30601WUD9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-13 2011-07-13 N Y Bank of Montreal N/A N/A N 20000000.00 19998933.33 0.0017 N 19998952.00 19998952.00 Fairway Finance Corp. Fairway Finance Corp. 0.130000% 30601WUE7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N Y Bank of Montreal N/A N/A N 21804000.00 21802976.42 0.0018 N 21802744.09 21802744.09 Fairway Finance Corp. Fairway Finance Corp. 0.205000% 30601WUK3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-19 2011-07-19 N Y Bank of Montreal N/A N/A N 24835000.00 24832454.41 0.0021 N 24832941.18 24832941.18 Fairway Finance Corp. Fairway Finance Corp. 0.170000% 30601WUN7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-22 2011-07-22 N Y Bank of Montreal N/A N/A N 32000000.00 31996826.67 0.0027 N 31996851.20 31996851.20 Fairway Finance Corp. Fairway Finance Corp. 0.135000% 30601WUT4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-27 2011-07-27 N Y Bank of Montreal N/A N/A N 12084000.00 12082821.81 0.0010 N 12082487.08 12082487.08 Fairway Finance Corp. Fairway Finance Corp. 0.140000% 30601WV89 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-08 2011-08-08 N Y Bank of Montreal N/A N/A N 12141000.00 12139205.83 0.0010 N 12138684.71 12138684.71 Fairway Finance Corp. Fairway Finance Corp. 0.180000% 30601WVK2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-19 2011-08-19 N Y Bank of Montreal N/A N/A N 9098000.00 9095770.99 0.0008 N 9095687.29 9095687.29 Fairway Finance Corp. Fairway Finance Corp. 0.170000% 30601WW62 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-06 2011-09-06 N Y Bank of Montreal N/A N/A N 47763000.00 47747888.32 0.0040 N 47745408.89 47745408.89 Fairway Finance Corp. Fairway Finance Corp. 0.170000% 30601WW70 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N Y Bank of Montreal N/A N/A N 25015000.00 25006967.40 0.0021 N 25005601.86 25005601.86 Falcon Asset Securitization Co. LLC Falcon Asset Securitization Co. LLC 0.150000% 30603BUK7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-19 2011-07-19 N Y JPMorgan Chase Bank NA N/A N/A N 49200000.00 49196310.00 0.0041 N 49198184.52 49198184.52 Falcon Asset Securitization Co. LLC Falcon Asset Securitization Co. LLC 0.140000% 30603BUN1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-22 2011-07-22 N Y JPMorgan Chase Bank NA N/A N/A N 10000000.00 9999183.33 0.0008 N 9999572.00 9999572.00 Falcon Asset Securitization Co. LLC Falcon Asset Securitization Co. LLC 0.130000% 30603BV26 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-02 2011-08-02 N Y JPMorgan Chase Bank NA N/A N/A N 20000000.00 19997688.88 0.0017 N 19998570.00 19998570.00 Falcon Asset Securitization Co. LLC Falcon Asset Securitization Co. LLC 0.150000% 30603BV42 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-04 2011-08-04 N Y JPMorgan Chase Bank NA N/A N/A N 36250000.00 36244864.58 0.0030 N 36247074.63 36247074.63 Falcon Asset Securitization Co. LLC Falcon Asset Securitization Co. LLC 0.150000% 30603BV91 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-09 2011-08-09 N Y JPMorgan Chase Bank NA N/A N/A N 45000000.00 44992687.50 0.0038 N 44995149.00 44995149.00 Falcon Asset Securitization Co. LLC Falcon Asset Securitization Co. LLC 0.160000% 30603BVB6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-11 2011-08-11 N Y JPMorgan Chase Bank NA N/A N/A N 24000000.00 23995626.67 0.0020 N 23997144.00 23997144.00 Falcon Asset Securitization Co. LLC Falcon Asset Securitization Co. LLC 0.150000% 30603BVG5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-16 2011-08-16 N Y JPMorgan Chase Bank NA N/A N/A N 19350000.00 19346291.25 0.0016 N 19347196.19 19347196.19 Falcon Asset Securitization Co. LLC Falcon Asset Securitization Co. LLC 0.170000% 30603BVQ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-24 2011-08-24 N Y JPMorgan Chase Bank NA N/A N/A N 16000000.00 15995920.00 0.0013 N 15997140.80 15997140.80 Falcon Asset Securitization Co. LLC Falcon Asset Securitization Co. LLC 0.170000% 30603BW82 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N Y JPMorgan Chase Bank NA N/A N/A N 45000000.00 44985337.50 0.0038 N 44988889.50 44988889.50 Federal Farm Credit Bank Federal Farm Credit Bank 0.100000% 313312LK4 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 325000.00 324938.61 0.0000 N 324981.48 324981.48 Federal Farm Credit Bank Federal Farm Credit Bank 0.100000% 313312PG9 Government Agency Debt N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 4500000.00 4498287.50 0.0004 N 4498803.00 4498803.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.140000% 31331J5A7 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2012-02-13 N N N 90000000.00 89996858.12 0.0075 N 89997390.00 89997390.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.097100% 31331JSC8 Government Agency Debt N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 45000000.00 44999902.07 0.0038 N 45002025.00 45002025.00 Federal Home Loan Bank Federal Home Loan Bank 0.155000% 313370Q35 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-08-12 N N N 100000000.00 100000000.00 0.0084 N 100004200.00 100004200.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313372EV2 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2012-01-13 N N N 120000000.00 119996745.41 0.0100 N 120006480.00 120006480.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384HP7 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 30000000.00 30000000.00 0.0025 N 30000000.00 30000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384HP7 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 10000000.00 10000000.00 0.0008 N 10000000.00 10000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384HU6 Government Agency Debt N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 8315000.00 8314965.35 0.0007 N 8314975.06 8314975.06 Federal Home Loan Bank Federal Home Loan Bank 0.085000% 313384JB6 Government Agency Debt N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 19000000.00 18999461.67 0.0016 N 18999867.00 18999867.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384JB6 Government Agency Debt N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 15377000.00 15376692.46 0.0013 N 15376892.36 15376892.36 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313384JC4 Government Agency Debt N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 20000000.00 19999675.00 0.0017 N 19999860.00 19999860.00 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313384JD2 Government Agency Debt N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 40000000.00 39999300.00 0.0033 N 39999680.00 39999680.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384JD2 Government Agency Debt N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 38520000.00 38519400.80 0.0032 N 38519691.84 38519691.84 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313384JJ9 Government Agency Debt N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N N 24600000.00 24599415.75 0.0021 N 24599729.40 24599729.40 Federal Home Loan Bank Federal Home Loan Bank 0.085000% 313384JJ9 Government Agency Debt N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N N 15000000.00 14999327.08 0.0013 N 14999835.00 14999835.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384JL4 Government Agency Debt N First Tier Security N/A N/A 2011-07-22 2011-07-22 N N N 35381000.00 35379761.67 0.0030 N 35380575.43 35380575.43 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313384JL4 Government Agency Debt N First Tier Security N/A N/A 2011-07-22 2011-07-22 N N N 13000000.00 12999507.08 0.0011 N 12999844.00 12999844.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384JL4 Government Agency Debt N First Tier Security N/A N/A 2011-07-22 2011-07-22 N N N 3590000.00 3589895.29 0.0003 N 3589956.92 3589956.92 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384JR1 Government Agency Debt N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 39200000.00 39198584.44 0.0033 N 39199451.20 39199451.20 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384JT7 Government Agency Debt N First Tier Security N/A N/A 2011-07-29 2011-07-29 N N N 40000000.00 39997822.22 0.0033 N 39999360.00 39999360.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313384JT7 Government Agency Debt N First Tier Security N/A N/A 2011-07-29 2011-07-29 N N N 30000000.00 29998483.33 0.0025 N 29999520.00 29999520.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384JT7 Government Agency Debt N First Tier Security N/A N/A 2011-07-29 2011-07-29 N N N 19440000.00 19439092.80 0.0016 N 19439688.96 19439688.96 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313384JT7 Government Agency Debt N First Tier Security N/A N/A 2011-07-29 2011-07-29 N N N 16133000.00 16132309.87 0.0013 N 16132741.87 16132741.87 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384JT7 Government Agency Debt N First Tier Security N/A N/A 2011-07-29 2011-07-29 N N N 7132000.00 7131722.64 0.0006 N 7131885.89 7131885.89 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384JX8 Government Agency Debt N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N N 11000000.00 10999413.34 0.0009 N 10999802.00 10999802.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313384KA6 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 30000000.00 29998104.16 0.0025 N 29999430.00 29999430.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384KA6 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 26300000.00 26298721.53 0.0022 N 26299500.30 26299500.30 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384KA6 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 20015000.00 20013443.28 0.0017 N 20014619.72 20014619.72 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384KA6 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 6450000.00 6449749.17 0.0005 N 6449877.45 6449877.45 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384KF5 Government Agency Debt N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N N 50000000.00 49995555.55 0.0042 N 49998900.00 49998900.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384KF5 Government Agency Debt N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N N 7400000.00 7399424.44 0.0006 N 7399837.20 7399837.20 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384KH1 Government Agency Debt N First Tier Security N/A N/A 2011-08-12 2011-08-12 N N N 46000000.00 45996243.33 0.0038 N 45998942.00 45998942.00 Federal Home Loan Bank Federal Home Loan Bank 0.075000% 313384KH1 Government Agency Debt N First Tier Security N/A N/A 2011-08-12 2011-08-12 N N N 5000000.00 4999562.50 0.0004 N 4999885.00 4999885.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384KN8 Government Agency Debt N First Tier Security N/A N/A 2011-08-17 2011-08-17 N N N 55900000.00 55894891.36 0.0047 N 55898546.60 55898546.60 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313384KN8 Government Agency Debt N First Tier Security N/A N/A 2011-08-17 2011-08-17 N N N 50000000.00 49995756.94 0.0042 N 49998700.00 49998700.00 Federal Home Loan Bank Federal Home Loan Bank 0.075000% 313384KN8 Government Agency Debt N First Tier Security N/A N/A 2011-08-17 2011-08-17 N N N 48000000.00 47995300.00 0.0040 N 47998752.00 47998752.00 Federal Home Loan Bank Federal Home Loan Bank 0.085000% 313384KN8 Government Agency Debt N First Tier Security N/A N/A 2011-08-17 2011-08-17 N N N 25400000.00 25397181.30 0.0021 N 25399339.60 25399339.60 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384KQ1 Government Agency Debt N First Tier Security N/A N/A 2011-08-19 2011-08-19 N N N 25000000.00 24997958.33 0.0021 N 24999325.00 24999325.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384KQ1 Government Agency Debt N First Tier Security N/A N/A 2011-08-19 2011-08-19 N N N 15453000.00 15451527.66 0.0013 N 15452582.77 15452582.77 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384KQ1 Government Agency Debt N First Tier Security N/A N/A 2011-08-19 2011-08-19 N N N 15255000.00 15254377.09 0.0013 N 15254588.12 15254588.12 Federal Home Loan Bank Federal Home Loan Bank 0.072000% 313384KQ1 Government Agency Debt N First Tier Security N/A N/A 2011-08-19 2011-08-19 N N N 4418000.00 4417567.04 0.0004 N 4417880.71 4417880.71 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384KU2 Government Agency Debt N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N N 21750000.00 21747758.54 0.0018 N 21749369.25 21749369.25 Federal Home Loan Bank Federal Home Loan Bank 0.085000% 313384KV0 Government Agency Debt N First Tier Security N/A N/A 2011-08-24 2011-08-24 N N N 50000000.00 49993625.00 0.0042 N 49998500.00 49998500.00 Federal Home Loan Bank Federal Home Loan Bank 0.075000% 313384KV0 Government Agency Debt N First Tier Security N/A N/A 2011-08-24 2011-08-24 N N N 40000000.00 39995500.00 0.0033 N 39998800.00 39998800.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313384KV0 Government Agency Debt N First Tier Security N/A N/A 2011-08-24 2011-08-24 N N N 24480000.00 24476695.20 0.0020 N 24479265.60 24479265.60 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384KX6 Government Agency Debt N First Tier Security N/A N/A 2011-08-26 2011-08-26 N N N 63355000.00 63347504.70 0.0053 N 63353036.00 63353036.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313384KX6 Government Agency Debt N First Tier Security N/A N/A 2011-08-26 2011-08-26 N N N 61590000.00 61581377.40 0.0052 N 61588090.71 61588090.71 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384KX6 Government Agency Debt N First Tier Security N/A N/A 2011-08-26 2011-08-26 N N N 24050000.00 24048877.67 0.0020 N 24049254.45 24049254.45 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313384LB3 Government Agency Debt N First Tier Security N/A N/A 2011-08-30 2011-08-30 N N N 50000000.00 49992500.00 0.0042 N 49998350.00 49998350.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313384LC1 Government Agency Debt N First Tier Security N/A N/A 2011-08-31 2011-08-31 N N N 1285000.00 1284880.25 0.0001 N 1284956.31 1284956.31 Federal Home Loan Bank Federal Home Loan Bank 0.085000% 313384LJ6 Government Agency Debt N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 17900000.00 17897168.32 0.0015 N 17898997.60 17898997.60 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313384LK3 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 17000000.00 16997110.00 0.0014 N 16999031.00 16999031.00 Federal Home Loan Bank Federal Home Loan Bank 0.085000% 313384LM9 Government Agency Debt N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 54235000.00 54226036.16 0.0045 N 54231854.37 54231854.37 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313384LM9 Government Agency Debt N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 29745000.00 29742397.31 0.0025 N 29743274.79 29743274.79 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384LM9 Government Agency Debt N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 25000000.00 24996111.11 0.0021 N 24998550.00 24998550.00 Federal Home Loan Bank Federal Home Loan Bank 0.075000% 313384LS6 Government Agency Debt N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 50000000.00 49992187.50 0.0042 N 49996900.00 49996900.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384LX5 Government Agency Debt N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 19035000.00 19033308.00 0.0016 N 19033724.66 19033724.66 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384MB2 Government Agency Debt N First Tier Security N/A N/A 2011-09-23 2011-09-23 N N N 70000000.00 69991833.32 0.0059 N 69995100.00 69995100.00 Federal Home Loan Bank Federal Home Loan Bank 0.075000% 313384MB2 Government Agency Debt N First Tier Security N/A N/A 2011-09-23 2011-09-23 N N N 3515000.00 3514384.87 0.0003 N 3514753.95 3514753.95 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313384MY2 Government Agency Debt N First Tier Security N/A N/A 2011-10-14 2011-10-14 N N N 6500000.00 6498104.17 0.0005 N 6499239.50 6499239.50 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 3133XWKY4 Government Agency Debt N First Tier Security N/A N/A 2011-07-11 2011-07-11 N N N 120000000.00 119999326.60 0.0100 N 120000240.00 120000240.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.060000% 3128X9MQ0 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-11-09 N N N 151500000.00 151459630.50 0.0127 N 151463943.00 151463943.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.215000% 313396HW6 Government Agency Debt N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N N 4660000.00 4659805.19 0.0004 N 4659981.36 4659981.36 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.025000% 313396HZ9 Government Agency Debt N First Tier Security N/A N/A 2011-07-11 2011-07-11 N N N 30000000.00 29999791.67 0.0025 N 29999820.00 29999820.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.080000% 313396HZ9 Government Agency Debt N First Tier Security N/A N/A 2011-07-11 2011-07-11 N N N 16049000.00 16048643.36 0.0013 N 16048903.71 16048903.71 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.060000% 313396JG9 Government Agency Debt N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 50000000.00 49998583.33 0.0042 N 49999550.00 49999550.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.080000% 313396JG9 Government Agency Debt N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 18670000.00 18669294.69 0.0016 N 18669831.97 18669831.97 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.035000% 313396JG9 Government Agency Debt N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 15000000.00 14999752.08 0.0013 N 14999865.00 14999865.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.085000% 313396JJ3 Government Agency Debt N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N N 8350000.00 8349625.41 0.0007 N 8349908.15 8349908.15 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.040000% 313396JL8 Government Agency Debt N First Tier Security N/A N/A 2011-07-22 2011-07-22 N N N 20000000.00 19999533.33 0.0017 N 19999760.00 19999760.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.050000% 313396JP9 Government Agency Debt N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N N 47694000.00 47692410.20 0.0040 N 47693379.98 47693379.98 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.051000% 313396JP9 Government Agency Debt N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N N 14510000.00 14509516.33 0.0012 N 14509811.37 14509811.37 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.051000% 313396JR5 Government Agency Debt N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 10300000.00 10299628.06 0.0009 N 10299855.80 10299855.80 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.055000% 313396JW4 Government Agency Debt N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 17756000.00 17755159.05 0.0015 N 17755698.15 17755698.15 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.060000% 313396JW4 Government Agency Debt N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 13400000.00 13399307.66 0.0011 N 13399772.20 13399772.20 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396KD4 Government Agency Debt N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 14725000.00 14723911.99 0.0012 N 14724690.78 14724690.78 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.080000% 313396KD4 Government Agency Debt N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 13300000.00 13298876.89 0.0011 N 13299720.70 13299720.70 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.080000% 313396KF9 Government Agency Debt N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N N 46465000.00 46460869.78 0.0039 N 46463977.77 46463977.77 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.075000% 313396KG7 Government Agency Debt N First Tier Security N/A N/A 2011-08-11 2011-08-11 N N N 50000000.00 49995729.16 0.0042 N 49998850.00 49998850.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.080000% 313396KG7 Government Agency Debt N First Tier Security N/A N/A 2011-08-11 2011-08-11 N N N 10000000.00 9999088.89 0.0008 N 9999770.00 9999770.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.080000% 313396KL6 Government Agency Debt N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N N 11738000.00 11736826.20 0.0010 N 11737706.55 11737706.55 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.085000% 313396KT9 Government Agency Debt N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N N 29841000.00 29837336.19 0.0025 N 29840134.61 29840134.61 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.090000% 313396KT9 Government Agency Debt N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N N 5000000.00 4999350.00 0.0004 N 4999855.00 4999855.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.075000% 313396LA9 Government Agency Debt N First Tier Security N/A N/A 2011-08-29 2011-08-29 N N N 100000000.00 99987708.32 0.0084 N 99996700.00 99996700.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.085000% 313396LA9 Government Agency Debt N First Tier Security N/A N/A 2011-08-29 2011-08-29 N N N 25000000.00 24996517.36 0.0021 N 24999175.00 24999175.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.062000% 313396LD3 Government Agency Debt N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 10209000.00 10207909.90 0.0009 N 10208469.13 10208469.13 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.085000% 313396LJ0 Government Agency Debt N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 6000000.00 5999050.83 0.0005 N 5999664.00 5999664.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.050000% 313396LJ0 Government Agency Debt N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 2925000.00 2924727.81 0.0002 N 2924836.20 2924836.20 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.055000% 313396LJ0 Government Agency Debt N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 2925000.00 2924700.60 0.0002 N 2924836.20 2924836.20 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396LQ4 Government Agency Debt N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N N 1620000.00 1619770.05 0.0001 N 1619901.18 1619901.18 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.075000% 313396LX9 Government Agency Debt N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 17280000.00 17277120.00 0.0014 N 17278842.24 17278842.24 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.050000% 313396LX9 Government Agency Debt N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 7700000.00 7699144.45 0.0006 N 7699484.10 7699484.10 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.055000% 313396ME0 Government Agency Debt N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 42100000.00 42094404.21 0.0035 N 42096968.80 42096968.80 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396MF7 Government Agency Debt N First Tier Security N/A N/A 2011-09-27 2011-09-27 N N N 50000000.00 49991444.44 0.0042 N 49996350.00 49996350.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.095000% 313396MF7 Government Agency Debt N First Tier Security N/A N/A 2011-09-27 2011-09-27 N N N 25000000.00 24994194.45 0.0021 N 24998175.00 24998175.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.100000% 313396MQ3 Government Agency Debt N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 50000000.00 49986527.78 0.0042 N 49994600.00 49994600.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.075000% 313396MV2 Government Agency Debt N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N N 3600000.00 3599235.00 0.0003 N 3599593.20 3599593.20 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396MW0 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 10000000.00 9997997.22 0.0008 N 9998860.00 9998860.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396NC3 Government Agency Debt N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N N 5400000.00 5398855.50 0.0005 N 5399346.60 5399346.60 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396ND1 Government Agency Debt N First Tier Security N/A N/A 2011-10-19 2011-10-19 N N N 6720000.00 6718562.67 0.0006 N 6719180.16 6719180.16 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.290000% 313396NV1 Government Agency Debt N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 2500000.00 2497462.50 0.0002 N 2499387.50 2499387.50 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.210000% 3134G1DL5 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-11-07 N N N 27400000.00 27405393.00 0.0023 N 27407562.40 27407562.40 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.230000% 3134G1LW2 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2012-01-09 N N N 100000000.00 100039934.02 0.0084 N 100046500.00 100046500.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.075000% 313588HV0 Government Agency Debt N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 24690000.00 24689691.37 0.0021 N 24689925.93 24689925.93 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.070000% 313588HV0 Government Agency Debt N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 16750000.00 16749804.58 0.0014 N 16749949.75 16749949.75 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.065000% 313588HV0 Government Agency Debt N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 8870000.00 8869903.91 0.0007 N 8869973.39 8869973.39 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.205000% 313588JB2 Government Agency Debt N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 50000000.00 49996583.33 0.0042 N 49999650.00 49999650.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.075000% 313588JB2 Government Agency Debt N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 25000000.00 24999375.00 0.0021 N 24999825.00 24999825.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.045000% 313588JB2 Government Agency Debt N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 22760000.00 22759658.60 0.0019 N 22759840.68 22759840.68 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.067500% 313588JB2 Government Agency Debt N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 13900000.00 13899687.25 0.0012 N 13899902.70 13899902.70 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.080000% 313588JB2 Government Agency Debt N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 4490000.00 4489880.27 0.0004 N 4489968.57 4489968.57 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.040000% 313588JG1 Government Agency Debt N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 20000000.00 19999622.22 0.0017 N 19999820.00 19999820.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.080000% 313588JJ5 Government Agency Debt N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N N 30000000.00 29998733.33 0.0025 N 29999670.00 29999670.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.070000% 313588JJ5 Government Agency Debt N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N N 20500000.00 20499242.64 0.0017 N 20499774.50 20499774.50 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.065000% 313588JJ5 Government Agency Debt N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N N 6348000.00 6347782.23 0.0005 N 6347930.17 6347930.17 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.045000% 313588JK2 Government Agency Debt N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N N 68781000.00 68779280.48 0.0058 N 68780243.41 68780243.41 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.040000% 313588JK2 Government Agency Debt N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N N 3300000.00 3299926.67 0.0003 N 3299963.70 3299963.70 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.065000% 313588JP1 Government Agency Debt N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N N 50000000.00 49997833.33 0.0042 N 49999350.00 49999350.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588JP1 Government Agency Debt N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N N 25000000.00 24999166.67 0.0021 N 24999675.00 24999675.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.045000% 313588JR7 Government Agency Debt N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 38700000.00 38698742.25 0.0032 N 38699458.20 38699458.20 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.040000% 313588JR7 Government Agency Debt N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 36374000.00 36372949.20 0.0030 N 36373490.76 36373490.76 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588JR7 Government Agency Debt N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 5555000.00 5554799.40 0.0005 N 5554922.23 5554922.23 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.100000% 313588JY2 Government Agency Debt N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 907000.00 906916.86 0.0001 N 906983.67 906983.67 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.095000% 313588KD6 Government Agency Debt N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 30394000.00 30390952.16 0.0025 N 30393361.73 30393361.73 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.040000% 313588KD6 Government Agency Debt N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 10454000.00 10453558.61 0.0009 N 10453780.47 10453780.47 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.085000% 313588KD6 Government Agency Debt N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 4100000.00 4099632.14 0.0003 N 4099913.90 4099913.90 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.070000% 313588KF1 Government Agency Debt N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N N 34250000.00 34247336.11 0.0029 N 34249246.50 34249246.50 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.085000% 313588KN4 Government Agency Debt N First Tier Security N/A N/A 2011-08-17 2011-08-17 N N N 4080000.00 4079547.23 0.0003 N 4079893.92 4079893.92 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.075000% 313588KT1 Government Agency Debt N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N N 13400000.00 13398548.32 0.0011 N 13399611.40 13399611.40 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.085000% 313588KV6 Government Agency Debt N First Tier Security N/A N/A 2011-08-24 2011-08-24 N N N 25000000.00 24996812.50 0.0021 N 24999250.00 24999250.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.075000% 313588KV6 Government Agency Debt N First Tier Security N/A N/A 2011-08-24 2011-08-24 N N N 7075000.00 7074204.06 0.0006 N 7074787.75 7074787.75 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.080000% 313588LC7 Government Agency Debt N First Tier Security N/A N/A 2011-08-31 2011-08-31 N N N 59835000.00 59826889.03 0.0050 N 59832965.61 59832965.61 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.090000% 313588LC7 Government Agency Debt N First Tier Security N/A N/A 2011-08-31 2011-08-31 N N N 57630000.00 57621211.43 0.0048 N 57628040.58 57628040.58 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.065000% 313588LC7 Government Agency Debt N First Tier Security N/A N/A 2011-08-31 2011-08-31 N N N 50000000.00 49994493.06 0.0042 N 49998300.00 49998300.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.040000% 313588LK9 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 23210000.00 23208246.36 0.0019 N 23208677.03 23208677.03 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588LK9 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 12400000.00 12398828.89 0.0010 N 12399293.20 12399293.20 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.070000% 313588LK9 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 7200000.00 7199048.00 0.0006 N 7199589.60 7199589.60 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.060000% 313588LK9 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 3000000.00 2999660.00 0.0003 N 2999829.00 2999829.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588LR4 Government Agency Debt N First Tier Security N/A N/A 2011-09-13 2011-09-13 N N N 35360000.00 35356365.77 0.0030 N 35357807.68 35357807.68 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.065000% 313588LS2 Government Agency Debt N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 12600000.00 12598293.75 0.0011 N 12599218.80 12599218.80 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.045000% 313588LS2 Government Agency Debt N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 9200000.00 9199137.50 0.0008 N 9199429.60 9199429.60 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588LS2 Government Agency Debt N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 7000000.00 6999270.83 0.0006 N 6999566.00 6999566.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.060000% 313588LS2 Government Agency Debt N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 3600000.00 3599550.00 0.0003 N 3599776.80 3599776.80 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.040000% 313588LT0 Government Agency Debt N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N N 50000000.00 49995777.78 0.0042 N 49996850.00 49996850.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588LT0 Government Agency Debt N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N N 17015000.00 17013203.97 0.0014 N 17013928.06 17013928.06 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588LX1 Government Agency Debt N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 10000000.00 9998888.89 0.0008 N 9999330.00 9999330.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.070000% 313588LZ6 Government Agency Debt N First Tier Security N/A N/A 2011-09-21 2011-09-21 N N N 40450000.00 40443550.47 0.0034 N 40447249.40 40447249.40 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.150000% 313588LZ6 Government Agency Debt N First Tier Security N/A N/A 2011-09-21 2011-09-21 N N N 14385000.00 14380085.13 0.0012 N 14384021.82 14384021.82 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588LZ6 Government Agency Debt N First Tier Security N/A N/A 2011-09-21 2011-09-21 N N N 13000000.00 12998519.44 0.0011 N 12999116.00 12999116.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.055000% 313588MA0 Government Agency Debt N First Tier Security N/A N/A 2011-09-22 2011-09-22 N N N 4680000.00 4679406.55 0.0004 N 4679677.08 4679677.08 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.070000% 313588MA0 Government Agency Debt N First Tier Security N/A N/A 2011-09-22 2011-09-22 N N N 2150000.00 2149653.01 0.0002 N 2149851.65 2149851.65 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.100000% 313588MG7 Government Agency Debt N First Tier Security N/A N/A 2011-09-28 2011-09-28 N N N 3823000.00 3822054.87 0.0003 N 3822717.10 3822717.10 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.065000% 313588MM4 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 20205000.00 20201570.76 0.0017 N 20202898.68 20202898.68 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.100000% 313588MM4 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 20000000.00 19994777.78 0.0017 N 19997920.00 19997920.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.100000% 313588MN2 Government Agency Debt N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 4800000.00 4798733.34 0.0004 N 4799491.20 4799491.20 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.070000% 313588MW2 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 16555000.00 16551684.40 0.0014 N 16553112.73 16553112.73 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.120000% 313588NL5 Government Agency Debt N First Tier Security N/A N/A 2011-10-26 2011-10-26 N N N 20000000.00 19992200.00 0.0017 N 19997400.00 19997400.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.100000% 313588NL5 Government Agency Debt N First Tier Security N/A N/A 2011-10-26 2011-10-26 N N N 6697000.00 6694823.48 0.0006 N 6696129.39 6696129.39 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.105000% 313588PQ2 Government Agency Debt N First Tier Security N/A N/A 2011-11-23 2011-11-23 N N N 15195000.00 15188573.78 0.0013 N 15190715.01 15190715.01 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.110000% 313588QE8 Government Agency Debt N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 15285000.00 15277574.04 0.0013 N 15278931.86 15278931.86 General Electric Capital Corp. General Electric Capital Corp. 0.250000% 36959JU68 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 20000000.00 19999305.55 0.0017 N 19999866.00 19999866.00 General Electric Capital Corp. General Electric Capital Corp. 0.230000% 36959JUC5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 40000000.00 39997188.89 0.0033 N 39999468.00 39999468.00 General Electric Capital Corp. General Electric Capital Corp. 0.120000% 36959JUE1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 12000000.00 11999480.00 0.0010 N 11999812.80 11999812.80 General Electric Capital Corp. General Electric Capital Corp. 0.240000% 36959JUU5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-28 2011-07-28 N N N 40000000.00 39992800.00 0.0033 N 39998756.00 39998756.00 General Electric Capital Corp. General Electric Capital Corp. 0.100000% 36959JV26 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N N 50000000.00 49995555.56 0.0042 N 49997800.00 49997800.00 General Electric Capital Corp. General Electric Capital Corp. 0.120000% 36959JWN9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-22 2011-09-22 N N N 40000000.00 39988933.33 0.0033 N 39990108.00 39990108.00 General Electric Capital Corp. General Electric Capital Corp. 0.120000% 36959JWT6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-27 2011-09-27 N N N 22000000.00 21993546.67 0.0018 N 21994073.20 21994073.20 General Electric Capital Corp. General Electric Capital Corp. 0.190000% 36959JXB4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N N 20000000.00 19989233.33 0.0017 N 19993192.00 19993192.00 General Electric Co. General Electric Co. 0.130000% 36960MU19 Other Commercial Paper N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 30000000.00 30000000.00 0.0025 N 29999967.00 29999967.00 General Electric Co. General Electric Co. 0.130000% 36960MWU3 Other Commercial Paper N First Tier Security N/A N/A 2011-09-28 2011-09-28 N N N 25000000.00 24991965.28 0.0021 N 24993127.50 24993127.50 International Business Machines Corp. International Business Machines Corp. 0.070000% 45920GUC8 Other Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 6050000.00 6049870.60 0.0005 N 6049798.54 6049798.54 International Business Machines Corp. International Business Machines Corp. 0.070000% 45920GUJ3 Other Commercial Paper N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 16000000.00 15999471.11 0.0013 N 15999200.00 15999200.00 Johnson & Johnson Johnson & Johnson 0.210000% 47816GU64 Other Commercial Paper N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 50000000.00 49998541.66 0.0042 N 49999500.00 49999500.00 Johnson & Johnson Johnson & Johnson 0.200000% 47816GUD9 Other Commercial Paper N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 9000000.00 8999400.00 0.0008 N 8999804.70 8999804.70 Johnson & Johnson Johnson & Johnson 0.180000% 47816GUS6 Other Commercial Paper N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N N 10000000.00 9998750.00 0.0008 N 9999567.00 9999567.00 Johnson & Johnson Johnson & Johnson 0.200000% 47816GV30 Other Commercial Paper N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 15000000.00 14997250.00 0.0013 N 14999079.00 14999079.00 Johnson & Johnson Johnson & Johnson 0.170000% 47816GV30 Other Commercial Paper N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 6249000.00 6248026.20 0.0005 N 6248616.31 6248616.31 Johnson & Johnson Johnson & Johnson 0.220000% 47816GW62 Other Commercial Paper N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 8911000.00 8907351.44 0.0007 N 8909568.89 8909568.89 Johnson & Johnson Johnson & Johnson 0.120000% 47816GW70 Other Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 20000000.00 19995466.67 0.0017 N 19996704.00 19996704.00 JPMorgan Chase & Co. JPMorgan Chase & Co. 0.100000% 4662J1UB4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-11 2011-07-11 N N N 40000000.00 39998888.88 0.0033 N 39998412.00 39998412.00 JPMorgan Chase & Co. JPMorgan Chase & Co. 0.100000% 4662J1UC2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 20000000.00 19999388.89 0.0017 N 19999114.00 19999114.00 JPMorgan Chase & Co. JPMorgan Chase & Co. 0.150000% 4662J1UD0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 25000000.00 24998750.00 0.0021 N 24998782.50 24998782.50 JPMorgan Chase & Co. JPMorgan Chase & Co. 0.070000% 4662J1VN7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N N 20000000.00 19997977.78 0.0017 N 19993964.00 19993964.00 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.210000% 4662C1XH5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N N 580000.00 579634.60 0.0000 N 579469.65 579469.65 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.240000% 4662C1YH4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 2083000.00 2081069.75 0.0002 N 2080140.46 2080140.46 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.150000% 4820P3UL5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-20 2011-07-20 N Y JPMorgan Chase Bank NA N/A N/A N 20000000.00 19998416.67 0.0017 N 19998022.00 19998022.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.140000% 4820P3UM3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-21 2011-07-21 N Y JPMorgan Chase Bank NA N/A N/A N 18400000.00 18398568.89 0.0015 N 18398068.00 18398068.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.170000% 4820P3VG5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-16 2011-08-16 N Y JPMorgan Chase Bank NA N/A N/A N 15000000.00 14996741.67 0.0013 N 14996064.00 14996064.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.170000% 4820P3VH3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-17 2011-08-17 N Y JPMorgan Chase Bank NA N/A N/A N 42425000.00 42415584.01 0.0035 N 42413574.95 42413574.95 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.170000% 4820P3VN0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-22 2011-08-22 N Y JPMorgan Chase Bank NA N/A N/A N 19000000.00 18995334.44 0.0016 N 18994265.80 18994265.80 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.170000% 4820P3W82 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N Y JPMorgan Chase Bank NA N/A N/A N 25000000.00 24991854.16 0.0021 N 24989452.50 24989452.50 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.275000% 53943SU13 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 52525000.00 52525000.00 0.0044 N 52524826.67 52524826.67 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.180000% 53943SUC9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 25000000.00 24998625.00 0.0021 N 24998892.50 24998892.50 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.205000% 53943SUK1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N N 16500000.00 16498308.75 0.0014 N 16498719.60 16498719.60 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.235000% 53943SV95 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N N 20000000.00 19994908.33 0.0017 N 19995778.00 19995778.00 Merck & Co., Inc. Merck & Co., Inc. 0.100000% 58934BVF8 Other Commercial Paper N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N N 1285000.00 1284839.38 0.0001 N 1284868.67 1284868.67 Merck & Co., Inc. Merck & Co., Inc. 0.100000% 58934BVW1 Other Commercial Paper N First Tier Security N/A N/A 2011-08-30 2011-08-30 N N N 25000000.00 24995833.33 0.0021 N 24996570.00 24996570.00 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.255000% 63253KU13 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 25000000.00 25000000.00 0.0021 N 24999972.50 24999972.50 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.130000% 63253KU13 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 25000000.00 25000000.00 0.0021 N 24999972.50 24999972.50 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.200000% 63253KU62 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 8000000.00 7999777.78 0.0007 N 7999946.40 7999946.40 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.190000% 63253KUB1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-11 2011-07-11 N N N 10000000.00 9999472.22 0.0008 N 9999878.00 9999878.00 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.120000% 63253KUC9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 20000000.00 19999266.67 0.0017 N 19999734.00 19999734.00 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.150000% 63253KV12 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 5000000.00 4999354.16 0.0004 N 4999800.00 4999800.00 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.165000% 63253KW11 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 5900000.00 5898323.42 0.0005 N 5899050.10 5899050.10 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.155000% 63253KW29 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 25000000.00 24993218.75 0.0021 N 24995867.50 24995867.50 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.160000% 63253KWD5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-13 2011-09-13 N N N 25000000.00 24991777.78 0.0021 N 24994792.50 24994792.50 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.200000% 63253KX51 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N N 15000000.00 14992000.00 0.0013 N 14995351.50 14995351.50 Nestle Capital Corp. Nestle Capital Corp. 0.225000% 64105HU83 Other Commercial Paper N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N N 6400000.00 6399720.00 0.0005 N 6399914.88 6399914.88 Nestle Capital Corp. Nestle Capital Corp. 0.265000% 64105HUD2 Other Commercial Paper N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 25000000.00 24997791.67 0.0021 N 24999457.50 24999457.50 Nestle Capital Corp. Nestle Capital Corp. 0.205000% 64105HUD2 Other Commercial Paper N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 20000000.00 19998633.33 0.0017 N 19999566.00 19999566.00 Nestle Capital Corp. Nestle Capital Corp. 0.130000% 64105HUD2 Other Commercial Paper N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 550000.00 549976.17 0.0000 N 549988.07 549988.07 Nestle Capital Corp. Nestle Capital Corp. 0.215000% 64105HUE0 Other Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 10000000.00 9999223.61 0.0008 N 9999767.00 9999767.00 Nestle Capital Corp. Nestle Capital Corp. 0.200000% 64105HV25 Other Commercial Paper N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N N 10000000.00 9998222.22 0.0008 N 9999413.00 9999413.00 Nestle Capital Corp. Nestle Capital Corp. 0.120000% 64105HV90 Other Commercial Paper N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N N 40000000.00 39994800.00 0.0033 N 39996756.00 39996756.00 Nestle Capital Corp. Nestle Capital Corp. 0.190000% 64105HVA7 Other Commercial Paper N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N N 20750000.00 20745619.44 0.0017 N 20748227.95 20748227.95 Nestle Capital Corp. Nestle Capital Corp. 0.120000% 64105HVF6 Other Commercial Paper N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N N 30000000.00 29995500.00 0.0025 N 29996934.00 29996934.00 Nestle Capital Corp. Nestle Capital Corp. 0.125000% 64105HVF6 Other Commercial Paper N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N N 18415000.00 18412122.66 0.0015 N 18413117.99 18413117.99 Nestle Capital Corp. Nestle Capital Corp. 0.159900% 64105HVQ2 Other Commercial Paper N First Tier Security N/A N/A 2011-08-24 2011-08-24 N N N 15600000.00 15596257.95 0.0013 N 15598093.68 15598093.68 Nestle Capital Corp. Nestle Capital Corp. 0.110000% 64105HVW9 Other Commercial Paper N First Tier Security N/A N/A 2011-08-30 2011-08-30 N N N 10000000.00 9998166.67 0.0008 N 9998628.00 9998628.00 Nestle Capital Corp. Nestle Capital Corp. 0.180000% 64105HW99 Other Commercial Paper N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 18345000.00 18338579.25 0.0015 N 18341852.00 18341852.00 Nestle Capital Corp. Nestle Capital Corp. 0.120000% 64105HWC2 Other Commercial Paper N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N N 25000000.00 24993916.67 0.0021 N 24995427.50 24995427.50 Nestle Capital Corp. Nestle Capital Corp. 0.205000% 64105HWS7 Other Commercial Paper N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 10000000.00 9995045.83 0.0008 N 9997580.00 9997580.00 Nestle Capital Corp. Nestle Capital Corp. 0.240000% 64105HX31 Other Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 22000000.00 21986213.33 0.0018 N 21994020.40 21994020.40 Novartis Finance Corp. Novartis Finance Corp. 0.245000% 6698M5UE7 Other Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 14200000.00 14198743.69 0.0012 N 14199403.60 14199403.60 Novartis Finance Corp. Novartis Finance Corp. 0.270000% 6698M5V89 Other Commercial Paper N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 20000000.00 19994300.00 0.0017 N 19996576.00 19996576.00 Novartis Finance Corp. Novartis Finance Corp. 0.260000% 6698M5V89 Other Commercial Paper N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 10500000.00 10497118.33 0.0009 N 10498202.40 10498202.40 Novartis Finance Corp. Novartis Finance Corp. 0.230000% 6698M5W96 Other Commercial Paper N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 30000000.00 29986583.33 0.0025 N 29988462.00 29988462.00 Novartis Finance Corp. Novartis Finance Corp. 0.260000% 6698M5XB0 Other Commercial Paper N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N N 10000000.00 9992633.33 0.0008 N 9993448.00 9993448.00 Old Line Funding LLC Old Line Funding LLC 0.210000% 67983UU50 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-05 2011-07-05 N Y Royal Bank of Canada N/A N/A N 50000000.00 49998833.34 0.0042 N 49999720.00 49999720.00 Old Line Funding LLC Old Line Funding LLC 0.220000% 67983UU76 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-07 2011-07-07 N Y Royal Bank of Canada N/A N/A N 16028000.00 16027412.31 0.0013 N 16027874.98 16027874.98 Old Line Funding LLC Old Line Funding LLC 0.130000% 67983UU84 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-08 2011-07-08 N Y Royal Bank of Canada N/A N/A N 7900000.00 7899800.31 0.0007 N 7899929.69 7899929.69 Old Line Funding LLC Old Line Funding LLC 0.120000% 67983UU84 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-08 2011-07-08 N Y Royal Bank of Canada N/A N/A N 4000000.00 3999906.67 0.0003 N 3999964.40 3999964.40 Old Line Funding LLC Old Line Funding LLC 0.130000% 67983UUC5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N Y Royal Bank of Canada N/A N/A N 20000000.00 19999205.56 0.0017 N 19999734.00 19999734.00 Old Line Funding LLC Old Line Funding LLC 0.220000% 67983UUC5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N Y Royal Bank of Canada N/A N/A N 10000000.00 9999327.78 0.0008 N 9999867.00 9999867.00 Old Line Funding LLC Old Line Funding LLC 0.160000% 67983UUK7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-19 2011-07-19 N Y Royal Bank of Canada N/A N/A N 25000000.00 24998000.00 0.0021 N 24999472.50 24999472.50 Old Line Funding LLC Old Line Funding LLC 0.200000% 67983UUR2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-25 2011-07-25 N Y Royal Bank of Canada N/A N/A N 12750000.00 12748300.00 0.0011 N 12749645.55 12749645.55 Old Line Funding LLC Old Line Funding LLC 0.180000% 67983UVA8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-10 2011-08-10 N Y Royal Bank of Canada N/A N/A N 17012000.00 17008597.60 0.0014 N 17010662.86 17010662.86 Old Line Funding LLC Old Line Funding LLC 0.170000% 67983UVN0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-22 2011-08-22 N Y Royal Bank of Canada N/A N/A N 20000000.00 19995088.89 0.0017 N 19997498.00 19997498.00 Old Line Funding LLC Old Line Funding LLC 0.170000% 67983UWD1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-13 2011-09-13 N Y Royal Bank of Canada N/A N/A N 25024000.00 25015255.50 0.0021 N 25018787.50 25018787.50 Old Line Funding LLC Old Line Funding LLC 0.170000% 67983UWL3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N Y Royal Bank of Canada N/A N/A N 37700000.00 37685579.75 0.0032 N 37690982.16 37690982.16 Old Line Funding LLC Old Line Funding LLC 0.170000% 67983UWM1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-21 2011-09-21 N Y Royal Bank of Canada N/A N/A N 30000000.00 29988383.34 0.0025 N 29992737.00 29992737.00 Old Line Funding LLC Old Line Funding LLC 0.180000% 67983UWM1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-21 2011-09-21 N Y Royal Bank of Canada N/A N/A N 15000000.00 14993850.00 0.0013 N 14996368.50 14996368.50 Private Export Funding Corp. Private Export Funding Corp. 0.390000% 7426M5U51 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 10000000.00 9999566.67 0.0008 N 9999889.00 9999889.00 Private Export Funding Corp. Private Export Funding Corp. 0.400000% 7426M5U69 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 15000000.00 14999166.67 0.0013 N 14999800.50 14999800.50 Private Export Funding Corp. Private Export Funding Corp. 0.245000% 7426M5U85 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N N 25000000.00 24998809.03 0.0021 N 24999545.00 24999545.00 Private Export Funding Corp. Private Export Funding Corp. 0.245000% 7426M5UF9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 20000000.00 19998094.44 0.0017 N 19999250.00 19999250.00 Private Export Funding Corp. Private Export Funding Corp. 0.250000% 7426M5UF9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 20000000.00 19998055.55 0.0017 N 19999250.00 19999250.00 Private Export Funding Corp. Private Export Funding Corp. 0.260000% 7426M5UR3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N N 25000000.00 24995666.67 0.0021 N 24998532.50 24998532.50 Private Export Funding Corp. Private Export Funding Corp. 0.190000% 7426M5VB7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-11 2011-08-11 N N N 20000000.00 19995672.22 0.0017 N 19997526.00 19997526.00 Private Export Funding Corp. Private Exp. Funding 0.120000% 7426M5WK6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 20000000.00 19994666.67 0.0017 N 19993790.00 19993790.00 Private Export Funding Corp. Private Export Funding Corp. 0.150000% 7426M5X41 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 20000000.00 19992083.33 0.0017 N 19991786.00 19991786.00 Private Export Funding Corp. Private Export Funding Corp. 0.170000% 7426M5X41 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 10000000.00 9995513.89 0.0008 N 9995893.00 9995893.00 Private Export Funding Corp. Private Export Funding Corp. 0.150000% 7426M5X66 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 12550000.00 12544927.71 0.0010 N 12544705.16 12544705.16 Private Export Funding Corp. Private Export Funding Corp. 0.150000% 7426M5XQ2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N N 25000000.00 24988020.84 0.0021 N 24986547.50 24986547.50 Private Export Funding Corp. Private Export Funding Corp. 0.150000% 7426M5XT6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-27 2011-10-27 N N N 23000000.00 22988691.67 0.0019 N 22987152.20 22987152.20 Private Export Funding Corp. Private Export Funding Corp. 0.190000% 7426M5YF5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 30000000.00 29978308.33 0.0025 N 29979069.00 29979069.00 Private Export Funding Corp. Private Export Funding Corp. 0.170000% 7426M5YF5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 21000000.00 20986414.16 0.0018 N 20985348.30 20985348.30 Private Export Funding Corp. Private Export Funding Corp. 0.200000% 7426M5Z15 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 15000000.00 14987250.00 0.0013 N 14987743.50 14987743.50 Procter & Gamble International Funding SCA Procter & Gamble International Funding SCA 0.080000% 74273MU53 Other Commercial Paper N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 29500000.00 29499737.78 0.0025 N 29499755.15 29499755.15 Procter & Gamble International Funding SCA Procter & Gamble International Funding SCA 0.085000% 74273MU61 Other Commercial Paper N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 31550000.00 31549627.53 0.0026 N 31549684.50 31549684.50 Procter & Gamble International Funding SCA Procter & Gamble International Funding SCA 0.080000% 74273MUC8 Other Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 4050000.00 4049901.00 0.0003 N 4049919.00 4049919.00 Procter & Gamble International Funding SCA Procter & Gamble International Funding SCA 0.080000% 74273MUE4 Other Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 25000000.00 24999277.78 0.0021 N 24999417.50 24999417.50 Procter & Gamble International Funding SCA Procter & Gamble International Funding SCA 0.090000% 74273MUF1 Other Commercial Paper N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 30000000.00 29998950.00 0.0025 N 29999250.00 29999250.00 Procter & Gamble International Funding SCA Procter & Gamble International Funding SCA 0.080000% 74273MUK0 Other Commercial Paper N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N N 30000000.00 29998800.00 0.0025 N 29999049.00 29999049.00 Procter & Gamble International Funding SCA Procter & Gamble International Funding SCA 0.085000% 74273MUL8 Other Commercial Paper N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N N 14600000.00 14599345.03 0.0012 N 14599513.82 14599513.82 Province of Ontario Canada Province of Ontario Canada 2.625000% 683234B31 Other Note N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N N 17600000.00 17810034.13 0.0015 N 17814614.40 17814614.40 Province of Ontario Canada Province of Ontario Canada 0.080000% 68323KUV2 Other Commercial Paper N First Tier Security N/A N/A 2011-07-29 2011-07-29 N N N 25000000.00 24998444.45 0.0021 N 24997220.00 24997220.00 Province of Ontario Canada Province of Ontario Canada 0.110000% 68323KV33 Other Commercial Paper N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 49600000.00 49594998.67 0.0041 N 49593065.92 49593065.92 Province of Ontario Canada Province of Ontario Canada 0.100000% 68323KWW8 Other Commercial Paper N First Tier Security N/A N/A 2011-09-30 2011-09-30 N N N 25000000.00 24993680.56 0.0021 N 24985880.00 24985880.00 Province of Ontario Canada Province of Ontario Canada 0.120000% 68323KXR8 Other Commercial Paper N First Tier Security N/A N/A 2011-10-25 2011-10-25 N N N 28100000.00 28089134.67 0.0024 N 28078264.65 28078264.65 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.275000% 74977LU54 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 25000000.00 24999236.11 0.0021 N 24999792.50 24999792.50 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.270000% 74977LU54 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 10000000.00 9999700.00 0.0008 N 9999917.00 9999917.00 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.180000% 74977LV38 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 50000000.00 49991750.00 0.0042 N 49996930.00 49996930.00 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.265000% 74977LV53 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 25000000.00 24993559.03 0.0021 N 24998300.00 24998300.00 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.350000% 74977LVF1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N N 20000000.00 19991250.00 0.0017 N 19997956.00 19997956.00 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.230000% 74977LVF1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N N 10000000.00 9997125.00 0.0008 N 9998978.00 9998978.00 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.345000% 74977LW60 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 20000000.00 19987158.33 0.0017 N 19996788.00 19996788.00 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.340000% 74977LW60 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 10150000.00 10143577.31 0.0008 N 10148369.91 10148369.91 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.345000% 74977LW86 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N N 20000000.00 19986775.00 0.0017 N 19996616.00 19996616.00 Royal Bank of Canada Royal Bank of Canada 0.250000% 78009BVF6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N N 27685000.00 27676348.44 0.0023 N 27682170.59 27682170.59 Royal Bank of Canada Royal Bank of Canada 0.285800% 78009JZB4 Certificate of Deposit N First Tier Security N/A N/A 2011-07-27 2012-01-27 N N N 40000000.00 40014043.34 0.0033 N 40022440.40 40022440.40 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.170000% 82124MU81 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-08 2011-07-08 N Y Barclays Bank Plc N/A N/A N 29000000.00 28999041.39 0.0024 N 28999141.60 28999141.60 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.160000% 82124MUJ7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-18 2011-07-18 N Y Barclays Bank Plc N/A N/A N 20000000.00 19998488.89 0.0017 N 19998450.00 19998450.00 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.200000% 82124MUK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-19 2011-07-19 N Y Barclays Bank Plc N/A N/A N 10000000.00 9999000.00 0.0008 N 9999171.00 9999171.00 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.160000% 82124MUS7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-26 2011-07-26 N Y Barclays Bank Plc N/A N/A N 10000000.00 9998888.89 0.0008 N 9998801.00 9998801.00 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.140000% 82124MUU2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-28 2011-07-28 N Y Barclays Bank Plc N/A N/A N 20000000.00 19997900.00 0.0017 N 19997386.00 19997386.00 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.150000% 82124MV98 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-09 2011-08-09 N Y Barclays Bank Plc N/A N/A N 20000000.00 19996750.00 0.0017 N 19996066.00 19996066.00 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.140000% 82124MVG2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-16 2011-08-16 N Y Barclays Bank Plc N/A N/A N 33000000.00 32994096.67 0.0028 N 32992202.10 32992202.10 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.180000% 82124MVJ6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-18 2011-08-18 N Y Barclays Bank Plc N/A N/A N 22000000.00 21994720.00 0.0018 N 21994519.80 21994519.80 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.180000% 82124MVW7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-30 2011-08-30 N Y Barclays Bank Plc N/A N/A N 25000000.00 24992500.00 0.0021 N 24991910.00 24991910.00 Straight-A Funding LLC Straight-A Funding LLC 0.200000% 86257C3G5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-11 2011-07-11 N N N 10000000.00 9999444.44 0.0008 N 9999740.00 9999740.00 Straight-A Funding LLC Straight-A Funding LLC 0.200000% 86257GWM1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 9000000.00 8999750.00 0.0008 N 8999880.30 8999880.30 Straight-A Funding LLC Straight-A Funding LLC 0.170000% 86257GXT5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N N 20687000.00 20683092.46 0.0017 N 20684227.94 20684227.94 Straight-A Funding LLC Straight-A Funding LLC 0.200000% 86257JWX1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 29339000.00 29338185.03 0.0025 N 29338609.79 29338609.79 Straight-A Funding LLC Straight-A Funding LLC 0.190000% 86257JXG7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 45000000.00 44995962.50 0.0038 N 44997862.50 44997862.50 Straight-A Funding LLC Straight-A Funding LLC 0.200000% 86257KXN9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 15000000.00 14999500.00 0.0013 N 14999766.00 14999766.00 Straight-A Funding LLC Straight-A Funding LLC 0.200000% 86257KXR0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 20000000.00 19998777.78 0.0017 N 19999426.00 19999426.00 Straight-A Funding LLC Straight-A Funding LLC 0.190000% 86257KYE8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 19000000.00 18996891.39 0.0016 N 18998113.30 18998113.30 Straight-A Funding LLC Straight-A Funding LLC 0.160000% 86257KYM0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N N 19000000.00 18997888.89 0.0016 N 18998552.20 18998552.20 Straight-A Funding LLC Straight-A Funding LLC 0.170000% 86257KYP3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 5003000.00 5002173.11 0.0004 N 5002429.66 5002429.66 Straight-A Funding LLC Straight-A Funding LLC 0.170000% 86257KYQ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N N 25000000.00 24995395.83 0.0021 N 24996767.50 24996767.50 Straight-A Funding LLC Straight-A Funding LLC 0.170000% 86257KYT5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N N 18500000.00 18496505.56 0.0015 N 18497521.00 18497521.00 Straight-A Funding LLC Straight-A Funding LLC 0.170000% 86257KYV0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N N 24500000.00 24495487.92 0.0020 N 24496832.15 24496832.15 Straight-A Funding LLC Straight-A Funding LLC 0.160000% 86257KYY4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N N 14257000.00 14253705.05 0.0012 N 14254145.75 14254145.75 Straight-A Funding LLC Straight-A Funding LLC 0.160000% 86257KZA5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 48230000.00 48216495.60 0.0040 N 48216539.01 48216539.01 Straight-A Funding LLC Straight-A Funding LLC 0.200000% 86257L2N1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N N 13500000.00 13499475.00 0.0011 N 13499755.65 13499755.65 Straight-A Funding LLC Straight-A Funding LLC 0.170000% 86257MN63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-12 2011-08-12 N N N 35500000.00 35492959.17 0.0030 N 35494983.85 35494983.85 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.150000% 89112YE33 Certificate of Deposit N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N N 44500000.00 44500000.00 0.0037 N 44500521.10 44500521.10 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.170000% 89112YE41 Certificate of Deposit N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N N 50000000.00 50000000.00 0.0042 N 50001915.50 50001915.50 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.165000% 89112YF24 Certificate of Deposit N First Tier Security N/A N/A 2011-08-18 2011-08-18 N N N 45000000.00 45000000.00 0.0038 N 45001530.45 45001530.45 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.170000% 89112YF57 Certificate of Deposit N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N N 37000000.00 37000000.00 0.0031 N 37001665.37 37001665.37 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.270000% 89112YVX8 Certificate of Deposit N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 20000000.00 20000000.00 0.0017 N 20000544.20 20000544.20 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.270000% 89112YWD1 Certificate of Deposit N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 40000000.00 40000000.00 0.0033 N 40001088.40 40001088.40 Toronto-Dominion Holdings U.S.A., Inc. Toronto-Dominion Holdings U.S.A., Inc. 0.150000% 89116FUF5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 25000000.00 24998541.67 0.0021 N 24999270.00 24999270.00 Toronto-Dominion Holdings U.S.A., Inc. Toronto-Dominion Holdings U.S.A., Inc. 0.150000% 89116FUV0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-29 2011-07-29 N N N 15000000.00 14998250.00 0.0013 N 14999154.00 14999154.00 Toronto-Dominion Holdings U.S.A., Inc. Toronto-Dominion Holdings U.S.A., Inc. 0.130000% 89116FVB3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-11 2011-08-11 N N N 20000000.00 19997038.89 0.0017 N 19997994.00 19997994.00 Toronto-Dominion Holdings U.S.A., Inc. Toronto-Dominion Holdings U.S.A., Inc. 0.150000% 89116FWV8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-29 2011-09-29 N N N 20000000.00 19992500.00 0.0017 N 19994388.00 19994388.00 U.S. Treasury Bill U.S. Treasury Bill 0.162600% 9127952A8 Treasury Debt N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 30000000.00 29992552.08 0.0025 N 29999310.00 29999310.00 U.S. Treasury Bill U.S. Treasury Bill 0.152500% 9127952A8 Treasury Debt N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 20000000.00 19995340.28 0.0017 N 19999540.00 19999540.00 U.S. Treasury Bill U.S. Treasury Bill 0.110000% 9127952K6 Treasury Debt N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N N 20000000.00 19993216.67 0.0017 N 19997840.00 19997840.00 U.S. Treasury Bill U.S. Treasury Bill 0.066000% 9127952K6 Treasury Debt N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N N 17200000.00 17196499.80 0.0014 N 17198142.40 17198142.40 U.S. Treasury Bill U.S. Treasury Bill 0.111000% 9127952K6 Treasury Debt N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N N 16640000.00 16634304.96 0.0014 N 16638202.88 16638202.88 U.S. Treasury Bill U.S. Treasury Bill 0.095500% 9127952P5 Treasury Debt N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 79000000.00 78970869.84 0.0066 N 78983252.00 78983252.00 U.S. Treasury Bill U.S. Treasury Bill 0.096000% 9127952P5 Treasury Debt N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 30000000.00 29988880.00 0.0025 N 29993640.00 29993640.00 U.S. Treasury Bill U.S. Treasury Bill 0.091000% 9127952P5 Treasury Debt N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 25000000.00 24991215.98 0.0021 N 24994700.00 24994700.00 U.S. Treasury Bill U.S. Treasury Bill 0.242900% 9127952P5 Treasury Debt N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 15325000.00 15310656.82 0.0013 N 15321751.10 15321751.10 U.S. Treasury Bill U.S. Treasury Bill 0.184500% 9127952P5 Treasury Debt N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 10000000.00 9992876.25 0.0008 N 9997880.00 9997880.00 U.S. Treasury Bill U.S. Treasury Bill 0.092500% 9127952P5 Treasury Debt N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 4860000.00 4858264.24 0.0004 N 4858969.68 4858969.68 U.S. Treasury Bill U.S. Treasury Bill 0.090000% 9127952P5 Treasury Debt N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 4630000.00 4628391.08 0.0004 N 4629018.44 4629018.44 U.S. Treasury Bill U.S. Treasury Bill 0.136000% 9127952X8 Treasury Debt N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 10000000.00 9999773.33 0.0008 N 9999980.00 9999980.00 U.S. Treasury Bill U.S. Treasury Bill 0.176500% 9127952Z3 Treasury Debt N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 22760000.00 22758549.37 0.0019 N 22759886.20 22759886.20 U.S. Treasury Bill U.S. Treasury Bill 0.176200% 9127952Z3 Treasury Debt N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 20000000.00 19998728.89 0.0017 N 19999900.00 19999900.00 U.S. Treasury Bill U.S. Treasury Bill 0.176000% 9127952Z3 Treasury Debt N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 5770000.00 5769633.28 0.0005 N 5769971.15 5769971.15 U.S. Treasury Bill U.S. Treasury Bill 0.181200% 9127953A7 Treasury Debt N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N N 25000000.00 24997486.11 0.0021 N 24999725.00 24999725.00 U.S. Treasury Bill U.S. Treasury Bill 0.152600% 9127953E9 Treasury Debt N First Tier Security N/A N/A 2011-08-18 2011-08-18 N N N 25000000.00 24994916.67 0.0021 N 24999500.00 24999500.00 U.S. Treasury Bill U.S. Treasury Bill 0.158100% 9127953F6 Treasury Debt N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 30000000.00 29991836.66 0.0025 N 29999130.00 29999130.00 U.S. Treasury Bill U.S. Treasury Bill 0.155000% 9127953F6 Treasury Debt N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 22000000.00 21994127.22 0.0018 N 21999362.00 21999362.00 U.S. Treasury Bill U.S. Treasury Bill 0.055000% 9127953M1 Treasury Debt N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 35000000.00 34994813.19 0.0029 N 34996710.00 34996710.00 U.S. Treasury Bill U.S. Treasury Bill 0.065000% 9127953P4 Treasury Debt N First Tier Security N/A N/A 2011-10-13 2011-10-13 N N N 25000000.00 24995305.56 0.0021 N 24997700.00 24997700.00 U.S. Treasury Bill U.S. Treasury Bill 0.107000% 9127953P4 Treasury Debt N First Tier Security N/A N/A 2011-10-13 2011-10-13 N N N 16600000.00 16594868.76 0.0014 N 16598472.80 16598472.80 U.S. Treasury Bill U.S. Treasury Bill 0.085000% 9127953T6 Treasury Debt N First Tier Security N/A N/A 2011-11-10 2011-11-10 N N N 25000000.00 24992208.33 0.0021 N 24994500.00 24994500.00 U.S. Treasury Bill U.S. Treasury Bill 0.090000% 9127953T6 Treasury Debt N First Tier Security N/A N/A 2011-11-10 2011-11-10 N N N 22670000.00 22662518.90 0.0019 N 22665012.60 22665012.60 U.S. Treasury Bill U.S. Treasury Bill 0.075000% 9127953T6 Treasury Debt N First Tier Security N/A N/A 2011-11-10 2011-11-10 N N N 10000000.00 9997250.00 0.0008 N 9997800.00 9997800.00 U.S. Treasury Bill U.S. Treasury Bill 0.097500% 9127953U3 Treasury Debt N First Tier Security N/A N/A 2011-11-25 2011-11-25 N N N 27070000.00 27059222.76 0.0023 N 27062041.42 27062041.42 U.S. Treasury Bill U.S. Treasury Bill 0.096000% 9127953U3 Treasury Debt N First Tier Security N/A N/A 2011-11-25 2011-11-25 N N N 17790000.00 17783026.32 0.0015 N 17784769.74 17784769.74 U.S. Treasury Bill U.S. Treasury Bill 0.105000% 9127953U3 Treasury Debt N First Tier Security N/A N/A 2011-11-25 2011-11-25 N N N 14000000.00 13993997.50 0.0012 N 13995884.00 13995884.00 U.S. Treasury Bill U.S. Treasury Bill 0.085000% 9127953V1 Treasury Debt N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 17000000.00 16993858.75 0.0014 N 16994798.00 16994798.00 U.S. Treasury Bill U.S. Treasury Bill 0.095000% 9127953V1 Treasury Debt N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 16910000.00 16903172.58 0.0014 N 16904825.54 16904825.54 U.S. Treasury Bill U.S. Treasury Bill 0.100000% 9127953V1 Treasury Debt N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 10800000.00 10795410.00 0.0009 N 10796695.20 10796695.20 U.S. Treasury Bill U.S. Treasury Bill 0.065000% 9127953X7 Treasury Debt N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 9750000.00 9747183.34 0.0008 N 9746811.75 9746811.75 U.S. Treasury Bill U.S. Treasury Bill 0.077500% 9127953Y5 Treasury Debt N First Tier Security N/A N/A 2011-12-22 2011-12-22 N N N 25000000.00 24990635.42 0.0021 N 24989500.00 24989500.00 U.S. Treasury Bill U.S. Treasury Bill 0.105100% 9127953Z2 Treasury Debt N First Tier Security N/A N/A 2011-12-29 2011-12-29 N N N 20000000.00 19989441.66 0.0017 N 19990260.00 19990260.00 U.S. Treasury Note U.S. Treasury Note 1.125000% 912828KA7 Treasury Debt N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N N 121815000.00 122321452.89 0.0102 N 122376445.34 122376445.34 U.S. Treasury Note U.S. Treasury Note 1.125000% 912828KB5 Treasury Debt N First Tier Security N/A N/A 2012-01-15 2012-01-15 N N N 52025000.00 52298166.95 0.0044 N 52305466.78 52305466.78 U.S. Treasury Note U.S. Treasury Note 1.375000% 912828KC3 Treasury Debt N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 41000000.00 41274085.49 0.0035 N 41315495.00 41315495.00 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828LG3 Treasury Debt N First Tier Security N/A N/A 2011-07-31 2011-07-31 N N N 32000000.00 32020136.19 0.0027 N 32024992.00 32024992.00 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828LT5 Treasury Debt N First Tier Security N/A N/A 2011-10-31 2011-10-31 N N N 149195000.00 149608668.37 0.0125 N 149649597.17 149649597.17 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828LV0 Treasury Debt N First Tier Security N/A N/A 2011-08-31 2011-08-31 N N N 26000000.00 26031316.97 0.0022 N 26040612.00 26040612.00 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828LW8 Treasury Debt N First Tier Security N/A N/A 2011-09-30 2011-09-30 N N N 101650000.00 101850570.93 0.0085 N 101888267.60 101888267.60 U.S. Treasury Note U.S. Treasury Note 0.875000% 912828MJ6 Treasury Debt N First Tier Security N/A N/A 2012-01-31 2012-01-31 N N N 104685000.00 105074695.98 0.0088 N 105142996.88 105142996.88 U.S. Treasury Note U.S. Treasury Note 0.750000% 912828MM9 Treasury Debt N First Tier Security N/A N/A 2011-11-30 2011-11-30 N N N 158245000.00 158613795.22 0.0133 N 158671470.29 158671470.29 U.S. Treasury Note U.S. Treasury Note 0.875000% 912828MQ0 Treasury Debt N First Tier Security N/A N/A 2012-02-29 2012-02-29 N N N 55085000.00 55321065.68 0.0046 N 55351611.40 55351611.40 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828MU1 Treasury Debt N First Tier Security N/A N/A 2012-03-31 2012-03-31 N N N 3745000.00 3765555.49 0.0003 N 3767956.85 3767956.85 U.S. Treasury Note U.S. Treasury Note 0.750000% 912828NE6 Treasury Debt N First Tier Security N/A N/A 2012-05-31 2012-05-31 N N N 50000000.00 50212025.32 0.0042 N 50242000.00 50242000.00 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.340000% 92217MU54 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-05 2011-07-05 N Y Wells Fargo Bank NA N/A N/A N 25000000.00 24999055.56 0.0021 N 24999582.50 24999582.50 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.160000% 92217MU62 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-06 2011-07-06 N Y Wells Fargo Bank NA N/A N/A N 25000000.00 24999444.44 0.0021 N 24999500.00 24999500.00 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.160000% 92217MU88 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-08 2011-07-08 N Y Wells Fargo Bank NA N/A N/A N 41700000.00 41698702.67 0.0035 N 41698861.59 41698861.59 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.200000% 92217MUE5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N Y Wells Fargo Bank NA N/A N/A N 45000000.00 44996750.00 0.0038 N 44997583.50 44997583.50 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.195000% 92217MUL9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-20 2011-07-20 N Y Wells Fargo Bank NA N/A N/A N 44000000.00 43995471.67 0.0037 N 43996383.20 43996383.20 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.200000% 92217MUL9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-20 2011-07-20 N Y Wells Fargo Bank NA N/A N/A N 26048000.00 26045250.49 0.0022 N 26045858.85 26045858.85 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.150000% 92217MUN5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-22 2011-07-22 N Y Wells Fargo Bank NA N/A N/A N 20000000.00 19998250.00 0.0017 N 19998154.00 19998154.00 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.150000% 92217MUU9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-28 2011-07-28 N Y Wells Fargo Bank NA N/A N/A N 10000000.00 9998875.00 0.0008 N 9998771.00 9998771.00 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.150000% 92217MV20 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-02 2011-08-02 N Y Wells Fargo Bank NA N/A N/A N 10000000.00 9998666.66 0.0008 N 9998515.00 9998515.00 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.070000% 93114FUB8 Other Commercial Paper N First Tier Security N/A N/A 2011-07-11 2011-07-11 N N N 20000000.00 19999611.11 0.0017 N 19999634.00 19999634.00 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.070000% 93114FUD4 Other Commercial Paper N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 20000000.00 19999533.33 0.0017 N 19999566.00 19999566.00 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.080000% 93114FUK8 Other Commercial Paper N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N N 25000000.00 24999000.00 0.0021 N 24999207.50 24999207.50 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.080000% 93114FUS1 Other Commercial Paper N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N N 40000000.00 39997777.78 0.0033 N 39998268.00 39998268.00 Westpac Banking Corp. Westpac Banking Corp. 0.260000% 9612C1U54 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 4655000.00 4654865.52 0.0004 N 4654954.85 4654954.85 Westpac Banking Corp. Westpac Banking Corp. 0.190000% 9612C1UR6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N N 20000000.00 19997466.67 0.0017 N 19998766.00 19998766.00 Westpac Banking Corp. Westpac Banking Corp. 0.195000% 9612C1V12 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 18000000.00 17996977.50 0.0015 N 17998372.80 17998372.80 Westpac Banking Corp. Westpac Banking Corp. 0.240000% 9612C1V20 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N N 30000000.00 29993600.00 0.0025 N 29997195.00 29997195.00 Westpac Banking Corp. Westpac Banking Corp. 0.300000% 9612C1V87 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 36431000.00 36419463.52 0.0030 N 36426817.72 36426817.72 Westpac Banking Corp. Westpac Banking Corp. 0.230000% 9612C1VK0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-19 2011-08-19 N N N 25000000.00 24992173.61 0.0021 N 24996295.00 24996295.00 Westpac Banking Corp. Westpac Banking Corp. 0.210000% 9612C1W60 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 31745000.00 31732593.00 0.0027 N 31738384.34 31738384.34 Westpac Banking Corp. Westpac Banking Corp. 0.350000% 9612C1W78 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 9100000.00 9093983.89 0.0008 N 9098046.23 9098046.23 Westpac Banking Corp. Westpac Banking Corp. 0.250000% 9612C1WF0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N N 5800000.00 5796938.89 0.0005 N 5798482.14 5798482.14 Westpac Banking Corp. Westpac Banking Corp. 0.250000% 9612C1X69 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 8000000.00 7994611.11 0.0007 N 7996784.00 7996784.00